ECBOT 30 Year Treasury Bond Future December 2018
Trading Metrics calculated at close of trading on 09-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2018 |
09-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
137-05 |
136-30 |
-0-07 |
-0.2% |
140-09 |
High |
137-14 |
137-26 |
0-12 |
0.3% |
140-23 |
Low |
136-21 |
136-16 |
-0-05 |
-0.1% |
136-26 |
Close |
137-01 |
137-23 |
0-22 |
0.5% |
137-09 |
Range |
0-25 |
1-10 |
0-17 |
68.0% |
3-29 |
ATR |
0-31 |
0-31 |
0-01 |
2.6% |
0-00 |
Volume |
108,237 |
455,916 |
347,679 |
321.2% |
2,642,539 |
|
Daily Pivots for day following 09-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141-09 |
140-26 |
138-14 |
|
R3 |
139-31 |
139-16 |
138-03 |
|
R2 |
138-21 |
138-21 |
137-31 |
|
R1 |
138-06 |
138-06 |
137-27 |
138-14 |
PP |
137-11 |
137-11 |
137-11 |
137-15 |
S1 |
136-28 |
136-28 |
137-19 |
137-04 |
S2 |
136-01 |
136-01 |
137-15 |
|
S3 |
134-23 |
135-18 |
137-11 |
|
S4 |
133-13 |
134-08 |
137-00 |
|
|
Weekly Pivots for week ending 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
150-00 |
147-17 |
139-14 |
|
R3 |
146-03 |
143-20 |
138-11 |
|
R2 |
142-06 |
142-06 |
138-00 |
|
R1 |
139-23 |
139-23 |
137-20 |
139-00 |
PP |
138-09 |
138-09 |
138-09 |
137-29 |
S1 |
135-26 |
135-26 |
136-30 |
135-03 |
S2 |
134-12 |
134-12 |
136-18 |
|
S3 |
130-15 |
131-29 |
136-07 |
|
S4 |
126-18 |
128-00 |
135-04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
140-16 |
136-16 |
4-00 |
2.9% |
1-11 |
1.0% |
30% |
False |
True |
498,471 |
10 |
141-04 |
136-16 |
4-20 |
3.4% |
1-03 |
0.8% |
26% |
False |
True |
425,613 |
20 |
142-22 |
136-16 |
6-06 |
4.5% |
0-29 |
0.7% |
20% |
False |
True |
363,039 |
40 |
145-06 |
136-16 |
8-22 |
6.3% |
0-27 |
0.6% |
14% |
False |
True |
274,322 |
60 |
145-06 |
136-16 |
8-22 |
6.3% |
0-27 |
0.6% |
14% |
False |
True |
183,068 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143-12 |
2.618 |
141-08 |
1.618 |
139-30 |
1.000 |
139-04 |
0.618 |
138-20 |
HIGH |
137-26 |
0.618 |
137-10 |
0.500 |
137-05 |
0.382 |
137-00 |
LOW |
136-16 |
0.618 |
135-22 |
1.000 |
135-06 |
1.618 |
134-12 |
2.618 |
133-02 |
4.250 |
130-30 |
|
|
Fisher Pivots for day following 09-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
137-17 |
137-18 |
PP |
137-11 |
137-14 |
S1 |
137-05 |
137-09 |
|